+194.9%
ALLY vs WCC
+492.1%
-297.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | -3.1% |
| 7D | -0.2% | -5.7% | +5.5% | +1.5% |
| 30D | +3.4% | -13.5% | +16.9% | +9.3% |
| 3M | -11.1% | -12.9% | +1.8% | -7.3% |
| 6M | -11.5% | -10.7% | -0.8% | -10.5% |
| YTD | -12.3% | +30.0% | -42.3% | -28.9% |
| 1Y | +1.1% | +24.7% | -23.6% | -16.3% |
| 3Y | +64.8% | +136.6% | -71.8% | -12.9% |
| 5Y | -6.9% | +143.9% | -150.8% | -55.2% |
| 10Y | +194.9% | +465.9% | -271.0% | -41.1% |
| All | +194.9% | +492.1% | -297.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling